Some directors never make the same film twice. They move around between genres, challenging audiences to try to figure out the connections between their very different movies. A great example of this is Alfonso Cuarón, who's made children's movies (A Little Princess), sexy coming-of-age tales (Y Tu Mamá También), a big franchise sequel (Harry Potter and the Prisoner of Azkaban), a dystopian sci-fi thriller (Children of Men), and now Gravity, a stunning 3D survival story.

It's hard to figure what those films have in common, and when Cuarón was asked recently, even he had to pause and think about it before answering. "They are all road movies," he finally offered. "Seriously, Y Tu Mamá También, Children of Men, even the Harry Potter film… they’re all essentially road movies. [Gravity] just happens to be a road movie in space." He's not wrong, but his response was definitely unexpected. And I think that quality is actually the glue that binds his impressive catalog of films. He makes movies that you think you've got a bead on when you go into the theater, and then he does something you weren't prepared for. Normally, this is not the way to go about developing a film career: It's better to deliver exactly what audiences expect. Cuarón, thank goodness, has rarely worked that way.

Born in Mexico City, Cuarón made short films before traveling the festival circuit with his little-seen first feature, a 1991 sex farce called Love in the Time of Hysteria. His Hollywood debut couldn't have been more different. A Little Princess was loosely based on the novel by Secret Garden author Frances Hodgson Burnett, showing how imaginative young Sara (Liesel Matthews) learns to survive in a strict boarding school by spinning fantastical tales for herself and her classmates. Aided by his longtime cinematographer Emmanuel Lubezki and Tim Burton's frequent production designer Bo Welch, Cuarón gave the World War I-era film a magical realism. Still, this was no cozy family film: A Little Princess was clear-eyed about the fragility of childhood and the looming anxiety of war and death. (Sara's beloved father goes off to fight the Germans and is presumed dead.) The beauty of Sara's imaginary world felt like a brief respite from that harsh reality, like it could fall apart if anyone so much as breathed too hard.

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Bolstered by A Little Princess's glowing reviews, even though it was unsurprisingly a commercial disappointment, Cuarón went on to make another adaptation, this time of Great Expectations. Focusing on the love story between Ethan Hawke and Gwyneth Paltrow, Cuarón's film operated in a mythic Florida of crumbling mansions and Gothic overtones. Cuarón took plenty of liberties with Dickens—Hawke's Pip character, for instsance, was renamed Finn—and critics hammered the film, admiring the visual lushness but expressing disinterest in the dull, unrequited love at the story's center. If Cuarón had kept going in this direction, he would have become Baz Luhrmann: a showman without much insight into the humans populating his fancy sets. He didn't.

Instead, he returned to Mexico and filmed a sex drama. One of the things that makes Y Tu Mamá También so distinctive is that it's not that different from your typical Hollywood raunch-fest. Two horny young guys (Gael García Bernal and Diego Luna) go on a road trip with a hot, late-20s married woman (Maribel Verdú) who's up for anything after learning that her husband cheated on her. The premisehas all the trappings of a Penthouse Forum letter, but Cuarón spiked the fantasy with lots of inconvenient truths: Neither of the guys are all that proficient in their sexual encounters with her, and the two friends' jealousy over winning her affection stirs up tons of unresolved issues between them. The movie was incredibly erotic and funny, but you walked away from it thinking less about the nudity than about the ways that sex and love can sever bonds rather than strengthen them. (No wonder that Y Tu Mamá También has perhaps the most poignantly sexy ménage à trois scene ever.)

Switching gears again, he directed Harry Potter and the Prisoner of Azkaban, the third movie in the Harry Potter series and the first not helmed by family-friendly Chris Columbus. Azkaban looked like a Harry Potter movie—it had magic and wizards—but it was darker and cut deeper than the installments that came before it. Underneath the terrific effects, giddy adventure and childlike sense of wonder, Azkaban is about Harry coming to terms with the death of his parents and learning the truth about his past. It's also the first installment in which Daniel Radcliffe didn't just seem like a cute kid but potentially a good dramatic actor. "I think he did wonders for the series and all of us," Radcliffe recently said of Cuarón, later adding, "I think that whole film is a huge turning point—it's really where I decided that I wanted to be and absolutely continue to be an actor." Where other Harry Potter films are completely acceptable, somewhat anonymous chapters in the saga, Azkaban is the one that feels like it's shaped by a personal vision, Cuarón tapping into Harry's alienation and adolescent anxiety as he had in A Little Princess and Y Tu Mamá También. Azkaban made less money than any other Harry Potter film, but it set the tone for the rest of the series—and it's definitely the best of the bunch.

Before the release of his next feature, Cuarón contributed to 2006's Paris, je t'aime, the anthology movie that also featured the likes of the Coen brothers and Alexander Payne all doing individual short films set in Paris's different arrondissements. Cuarón's segment isn't that great—it consists of a conversation between Nick Nolte and Ludivine Sagnier on the street that's all done in one take—but it does have a relatively clever twist that again plays into Cuarón's desire to upend expectations as he suggests that even in a famously romantic city like Paris, everyday complications keep asserting themselves.

But that was just an opening act to that year's main event. Children of Men is one of the new century's best sci-fi films, a portrait of a dystopian not-so-distant future in which humanity has stopped being able to reproduce. It's an anti-fantasy, a yes-everything-is-as-terrible-as-you-think vision of the world, and Cuarón dared to go incredibly bleak. (It's perfect that the film is set in London, with its endless gray skies.) But unlike other bummer dystopias like The Road, Children of Men is also a darkly funny and exciting thriller—complete with astonishing single-shot action scenes—that's almost life-affirming because it's so brilliantly put together. It remains one of the strangest mainstream films ever released on Christmas. Happy holidays, everyone, we're doomed.

It's been seven years between movies now, but Cuarón has returned with Gravity. The trailers play up its wow factor—you never for a moment doubt you're in outer space—but once again the filmmaker delivers the unexpected. A white-knuckler about a rookie astronaut (Sandra Bullock) trying to stay alive after her shuttle is destroyed, Cuarón's film is not just some high-tech studio thriller: It's a thoughtful, sentimental story about survival itself. Trapped up in space with her oxygen running low, Bullock struggles to stay alive, her fight not just physical but also metaphorical, tied to a harrowing moment from her past that she can't shake. It may be a bit sappy for some people—I admit I'm one of them—but as always with Cuarón's films, the reservations are offset by his willingness to be bold, to never settle for telling a conventional story. The guy takes risks and, even more impressively, they pay off more often than not. There's a lot of talk that Gravity is going to be a huge hit, even a major Oscar contender. Cuarón is a filmmaker who's always subverted expectations; for once, I hope everything goes according to plan.

Grierson & Leitch is a regular column about the movies. Follow us on Twitter, @griersonleitch.